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Prospect theory and the risk-return paradox: some recent evidence

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Author Info
Pin-Huang Chou ()
Robin Chou
Kuan-Cheng Ko
Abstract

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File URL: http://hdl.handle.net/10.1007/s11156-009-0109-z
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Publisher Info
Article provided by Springer in its journal Review of Quantitative Finance and Accounting.

Volume (Year): 33 (2009)
Issue (Month): 3 (October)
Pages: 193-208
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Handle: RePEc:kap:rqfnac:v:33:y:2009:i:3:p:193-208

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Web page: http://springerlink.metapress.com/link.asp?id=102990

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Related research
Keywords: Least trimmed squares (LTS); Prospect theory; Risk-return paradox; Survivorship bias; D81; G11;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Terrance Odean, 1998. "Are Investors Reluctant to Realize Their Losses?," Journal of Finance, American Finance Association, vol. 53(5), pages 1775-1798, October. [Downloadable!] (restricted)
  2. Davis, James L., 1996. "The cross-section of stock returns and survivorship bias: Evidence from delisted stocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 36(3), pages 365-375. [Downloadable!] (restricted)
  3. Fama, Eugene F. & French, Kenneth R., 1997. "Industry costs of equity," Journal of Financial Economics, Elsevier, vol. 43(2), pages 153-193, February. [Downloadable!] (restricted)
  4. Sinha, Tapen, 1994. "Prospect theory and the risk return association: Another look," Journal of Economic Behavior & Organization, Elsevier, vol. 24(2), pages 225-231, July. [Downloadable!] (restricted)
  5. Shumway, Tyler, 1997. " The Delisting Bias in CRSP Data," Journal of Finance, American Finance Association, vol. 52(1), pages 327-40, March. [Downloadable!] (restricted)
  6. Horowitz, Joel L. & Loughran, Tim & Savin, N. E., 2000. "Three analyses of the firm size premium," Journal of Empirical Finance, Elsevier, vol. 7(2), pages 143-153, August. [Downloadable!] (restricted)
  7. Brown, Stephen J, et al, 1992. "Survivorship Bias in Performance Studies," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 5(4), pages 553-80. [Downloadable!] (restricted)
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